We revise the finite element formulation for Lagrange, Raviart- Thomas, and Taylor-Hood finite element spaces. We solve Laplace equation in first and second order formulation, and compare the solutions obtained with Lagrange and Raviart-Thomas finite element spaces by changing the order of the shape functions and the refinement level of the mesh. Finally, we solve Navier-Stokes equations in a two dimensional domain, where the solution is a steady state, and in a three dimensional domain, where the system presents a turbulent behaviour. All numerical experiments are computed using MFEM library, which is also studied.
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This paper presents a new approach to Model Predictive Control for environments where essential, discrete variables are partially observed. Under this assumption, the belief state is a probability distribution over a finite number of states. We optimize a \textit{control-tree} where each branch assumes a given state-hypothesis. The control-tree optimization uses the probabilistic belief state information. This leads to policies more optimized with respect to likely states than unlikely ones, while still guaranteeing robust constraint satisfaction at all times. We apply the method to both linear and non-linear MPC with constraints. The optimization of the \textit{control-tree} is decomposed into optimization subproblems that are solved in parallel leading to good scalability for high number of state-hypotheses. We demonstrate the real-time feasibility of the algorithm on two examples and show the benefits compared to a classical MPC scheme optimizing w.r.t. one single hypothesis.
Traditional, numerical discretization-based solvers of partial differential equations (PDEs) are fundamentally agnostic to domains, boundary conditions and coefficients. In contrast, machine learnt solvers have a limited generalizability across these elements of boundary value problems. This is strongly true in the case of surrogate models that are typically trained on direct numerical simulations of PDEs applied to one specific boundary value problem. In a departure from this direct approach, the label-free machine learning of solvers is centered on a loss function that incorporates the PDE and boundary conditions in residual form. However, their generalization across boundary conditions is limited and they remain strongly domain-dependent. Here, we present a framework that generalizes across domains, boundary conditions and coefficients simultaneously with learning the PDE in weak form. Our work explores the ability of simple, convolutional neural network (CNN)-based encoder-decoder architectures to learn to solve a PDE in greater generality than its restriction to a particular boundary value problem. In this first communication, we consider the elliptic PDEs of Fickean diffusion, linear and nonlinear elasticity. Importantly, the learning happens independently of any labelled field data from either experiments or direct numerical solutions. Extensive results for these problem classes demonstrate the framework's ability to learn PDE solvers that generalize across hundreds of thousands of domains, boundary conditions and coefficients, including extrapolation beyond the learning regime. Once trained, the machine learning solvers are orders of magnitude faster than discretization-based solvers. We place our work in the context of recent continuous operator learning frameworks, and note extensions to transfer learning, active learning and reinforcement learning.
We propose a matrix-free solver for the numerical solution of the cardiac electrophysiology model consisting of the monodomain nonlinear reaction-diffusion equation coupled with a system of ordinary differential equations for the ionic species. Our numerical approximation is based on the high-order Spectral Element Method (SEM) to achieve accurate numerical discretization while employing a much smaller number of Degrees of Freedom than first-order Finite Elements. We combine vectorization with sum-factorization, thus allowing for a very efficient use of high-order polynomials in a high performance computing framework. We validate the effectiveness of our matrix-free solver in a variety of applications and perform different electrophysiological simulations ranging from a simple slab of cardiac tissue to a realistic four-chamber heart geometry. We compare SEM to SEM with Numerical Integration (SEM-NI), showing that they provide comparable results in terms of accuracy and efficiency. In both cases, increasing the local polynomial degree $p$ leads to better numerical results and smaller computational times than reducing the mesh size $h$. We also implement a matrix-free Geometric Multigrid preconditioner that results in a comparable number of linear solver iterations with respect to a state-of-the-art matrix-based Algebraic Multigrid preconditioner. As a matter of fact, the matrix-free solver proposed here yields up to 45$\times$ speed-up with respect to a conventional matrix-based solver.
The paper tackles the problem of clustering multiple networks, that do not share the same set of vertices, into groups of networks with similar topology. A statistical model-based approach based on a finite mixture of stochastic block models is proposed. A clustering is obtained by maximizing the integrated classification likelihood criterion. This is done by a hierarchical agglomerative algorithm, that starts from singleton clusters and successively merges clusters of networks. As such, a sequence of nested clusterings is computed that can be represented by a dendrogram providing valuable insights on the collection of networks. Using a Bayesian framework, model selection is performed in an automated way since the algorithm stops when the best number of clusters is attained. The algorithm is computationally efficient, when carefully implemented. The aggregation of groups of networks requires a means to overcome the label-switching problem of the stochastic block model and to match the block labels of the graphs. To address this problem, a new tool is proposed based on a comparison of the graphons of the associated stochastic block models. The clustering approach is assessed on synthetic data. An application to a collection of ecological networks illustrates the interpretability of the obtained results.
Given a dataset on actions and resulting long-term rewards, a direct estimation approach fits value functions that minimize prediction error on the training data. Temporal difference learning (TD) methods instead fit value functions by minimizing the degree of temporal inconsistency between estimates made at successive time-steps. Focusing on finite state Markov chains, we provide a crisp asymptotic theory of the statistical advantages of this approach. First, we show that an intuitive inverse trajectory pooling coefficient completely characterizes the percent reduction in mean-squared error of value estimates. Depending on problem structure, the reduction could be enormous or nonexistent. Next, we prove that there can be dramatic improvements in estimates of the difference in value-to-go for two states: TD's errors are bounded in terms of a novel measure - the problem's trajectory crossing time - which can be much smaller than the problem's time horizon.
Summation-by-parts (SBP) operators allow us to systematically develop energy-stable and high-order accurate numerical methods for time-dependent differential equations. Until recently, the main idea behind existing SBP operators was that polynomials can accurately approximate the solution, and SBP operators should thus be exact for them. However, polynomials do not provide the best approximation for some problems, with other approximation spaces being more appropriate. We recently addressed this issue and developed a theory for one-dimensional SBP operators based on general function spaces, coined function-space SBP (FSBP) operators. In this paper, we extend the theory of FSBP operators to multiple dimensions. We focus on their existence, connection to quadratures, construction, and mimetic properties. A more exhaustive numerical demonstration of multi-dimensional FSBP (MFSBP) operators and their application will be provided in future works. Similar to the one-dimensional case, we demonstrate that most of the established results for polynomial-based multi-dimensional SBP (MSBP) operators carry over to the more general class of MFSBP operators. Our findings imply that the concept of SBP operators can be applied to a significantly larger class of methods than is currently done. This can increase the accuracy of the numerical solutions and/or provide stability to the methods.
This paper is the second one of two serial articles, whose goal is to prove convergence of HX Preconditioner (proposed by Hiptmair and Xu, 2007) for Maxwell's equations with jump coefficients. In this paper, based on the auxiliary results developed in the first paper (Hu, 2017), we establish a new regular Helmholtz decomposition for edge finite element functions in three dimensions, which is nearly stable with respect to a weight function. By using this Helmholtz decomposition, we give an analysis of the convergence of the HX preconditioner for the case with strongly discontinuous coefficients. We show that the HX preconditioner possesses fast convergence, which not only is nearly optimal with respect to the finite element mesh size but also is independent of the jumps in the coefficients across the interface between two neighboring subdomains.
We present an immersed boundary method to simulate the creeping motion of a rigid particle in a fluid described by the Stokes equations discretized thanks to a finite element strategy on unfitted meshes, called Phi-FEM, that uses the description of the solid with a level-set function. One of the advantages of our method is the use of standard finite element spaces and classical integration tools, while maintaining the optimal convergence (theoretically in the H1 norm for the velocity and L2 for pressure; numerically also in the L2 norm for the velocity).
Transfer learning for partial differential equations (PDEs) is to develop a pre-trained neural network that can be used to solve a wide class of PDEs. Existing transfer learning approaches require much information of the target PDEs such as its formulation and/or data of its solution for pre-training. In this work, we propose to construct transferable neural feature spaces from purely function approximation perspectives without using PDE information. The construction of the feature space involves re-parameterization of the hidden neurons and uses auxiliary functions to tune the resulting feature space. Theoretical analysis shows the high quality of the produced feature space, i.e., uniformly distributed neurons. Extensive numerical experiments verify the outstanding performance of our method, including significantly improved transferability, e.g., using the same feature space for various PDEs with different domains and boundary conditions, and the superior accuracy, e.g., several orders of magnitude smaller mean squared error than the state of the art methods.
The conjoining of dynamical systems and deep learning has become a topic of great interest. In particular, neural differential equations (NDEs) demonstrate that neural networks and differential equation are two sides of the same coin. Traditional parameterised differential equations are a special case. Many popular neural network architectures, such as residual networks and recurrent networks, are discretisations. NDEs are suitable for tackling generative problems, dynamical systems, and time series (particularly in physics, finance, ...) and are thus of interest to both modern machine learning and traditional mathematical modelling. NDEs offer high-capacity function approximation, strong priors on model space, the ability to handle irregular data, memory efficiency, and a wealth of available theory on both sides. This doctoral thesis provides an in-depth survey of the field. Topics include: neural ordinary differential equations (e.g. for hybrid neural/mechanistic modelling of physical systems); neural controlled differential equations (e.g. for learning functions of irregular time series); and neural stochastic differential equations (e.g. to produce generative models capable of representing complex stochastic dynamics, or sampling from complex high-dimensional distributions). Further topics include: numerical methods for NDEs (e.g. reversible differential equations solvers, backpropagation through differential equations, Brownian reconstruction); symbolic regression for dynamical systems (e.g. via regularised evolution); and deep implicit models (e.g. deep equilibrium models, differentiable optimisation). We anticipate this thesis will be of interest to anyone interested in the marriage of deep learning with dynamical systems, and hope it will provide a useful reference for the current state of the art.
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